A bound on the Wasserstein-2 distance between linear combinations of independent random variables (Q2000150)
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scientific article; zbMATH DE number 7074612
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| English | A bound on the Wasserstein-2 distance between linear combinations of independent random variables |
scientific article; zbMATH DE number 7074612 |
Statements
A bound on the Wasserstein-2 distance between linear combinations of independent random variables (English)
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28 June 2019
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second Wiener chaos
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variance-gamma distribution
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Wasserstein-2 distance
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Malliavin calculus
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Stein discrepancy
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0.7712363004684448
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0.7693293690681458
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0.7650745511054993
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0.7635796070098877
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0.7601539492607117
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